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Copyright 2010-2011, D. E. Shaw Research.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions are
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* Redistributions of source code must retain the above copyright
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notice, this list of conditions, and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions, and the following disclaimer in the
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documentation and/or other materials provided with the distribution.
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* Neither the name of D. E. Shaw Research nor the names of its
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contributors may be used to endorse or promote products derived from
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this software without specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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#ifndef __r123_compat_gslrng_dot_h__
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#define __r123_compat_gslrng_dot_h__
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#include <gsl/gsl_rng.h>
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The macro: GSL_CBRNG(NAME, CBRNGNAME)
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declares the necessary structs and constants that define a
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gsl_rng_NAME type based on the counter-based RNG CBRNGNAME. For example:
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#include <Random123/threefry.h>
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#include <Random123/conventional/gsl_cbrng.h> // this file
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GSL_CBRNG(cbrng, threefry4x32); // creates gsl_rng_cbrng
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int main(int argc, char **argv){
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gsl_rng *r = gsl_rng_alloc(gsl_rng_cbrng);
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... use r as you would use any other gsl_rng ...
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It requires that NAME be the name of a CBRNG that follows the
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naming and stylistic conventions of the Random123 library.
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Note that wrapping a \ref CBRNG "counter-based PRNG" with a traditional API in
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this way obscures much of the power of the CBRNG API.
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Nevertheless, it may be of value to applications that are already
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coded to work with GSL random number generators, and that wish
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to use the RNGs in the Random123 library.
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#define GSL_CBRNG(NAME, CBRNGNAME) \
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const gsl_rng_type *gsl_rng_##NAME; \
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CBRNGNAME##_ctr_t ctr; \
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CBRNGNAME##_ctr_t r; \
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CBRNGNAME##_key_t key; \
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static unsigned long int NAME##_get(void *vstate){ \
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NAME##_state *st = (NAME##_state *)vstate; \
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const int N=sizeof(st->ctr.v)/sizeof(st->ctr.v[0]); \
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if( st->elem == 0 ){ \
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if( N>1 && st->ctr.v[0] == 0 ) ++st->ctr.v[1]; \
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if( N>2 && st->ctr.v[1] == 0 ) ++st->ctr.v[2]; \
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if( N>3 && st->ctr.v[2] == 0 ) ++st->ctr.v[3]; \
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st->r = CBRNGNAME(st->ctr, st->key); \
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return 0xffffffffUL & st->r.v[--st->elem]; \
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NAME##_get_double (void * vstate) \
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return NAME##_get (vstate)/4294967296.0; \
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static void NAME##_set(void *vstate, unsigned long int s){ \
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NAME##_state *st = (NAME##_state *)vstate; \
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/* Assume that key and ctr have an array member, v, \
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as if they are r123arrayNxW. If not, this will fail \
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to compile. In particular, this macro fails to compile \
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when the underlying CBRNG requires use of keyinit */ \
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memset(&st->ctr.v[0], 0, sizeof(st->ctr.v)); \
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memset(&st->key.v[0], 0, sizeof(st->key.v)); \
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/* GSL 1.15 documentation says this about gsl_rng_set: \
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Note that the most generators only accept 32-bit seeds, with higher \
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values being reduced modulo 2^32. For generators with smaller \
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ranges the maximum seed value will typically be lower. \
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so we won't jump through any hoops here to deal with \
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high bits if sizeof(unsigned long) > sizeof(uint32_t). */ \
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static const gsl_rng_type NAME##_type = { \
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sizeof(NAME##_state), \
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const gsl_rng_type *gsl_rng_##NAME = &NAME##_type